|
BOSTON, MA
- January 6, 2006 - KLD Indexes reported its index returns
for December 2005. KLD Indexes is a division of KLD Research
& Analytics, Inc., an independent investment research
firm providing investment management tools used by professionals
to serve clients requiring investment strategies based
on corporate social and environmental performance.
- KLD's
Domini 400 SocialSM
Index
(DS 400) was down 0.72% while the S&P 500®
was up 0.03%. Overexposure to the Health Care sector
made the largest negative contribution to the performance
of the DS 400 Index relative to the S&P 500. The company
on the DS 400 Index that made the largest negative contribution
to the performance of the Index relative to the S&P
500 was Microsoft. Click
for a complete analysis of KLD's DS 400 Index.
- The KLD Broad Market
SocialSM Index
(KLD BMS) was down 0.57% while the Russell 3000®
was up 0.09%. Overexposure to the Health Care sector
made the largest negative contribution to the performance
of the KLD BMS Index relative to the Russell 3000. The
company on the KLD BMS Index that made the largest negative
contribution to the performance of the Index relative
to the Russell 3000 was AIG. Click
for a complete analysis of the KLD BMS Index.
- The KLD Large Cap
SocialSM Index
(KLD LCS) was down 0.56% while the Russell 1000®
was up 0.14%. Overexposure to the Health Care sector
made the largest negative contribution to the performance
of the KLD LCS Index relative to the Russell 1000. The
company on the KLD LCS Index that made the largest negative
contribution to the performance of the Index relative
to the Russell 1000 was AIG. Click
for a complete analysis of the KLD LCS Index.
- The KLD Select SocialSM
Index (KLD SS) was up 0.20% while the Russell
1000® was up 0.14%.
Underexposure to the Consumer Staples sector made the
largest positive contribution to the performance of
the KLD SS Index relative to the Russell 1000. The company
on the KLD SS Index that made the largest positive contribution
to the performance of the Index relative to the Russell
1000 was Bristol-Myers Squibb. Click
for a complete analysis of the KLD SS Index.
- The KLD Global Climate
100SM Index (KLD
GC 100) was up 3.19%. The Index represents a basket
of companies that are leaders in providing solutions
to climate change. The index constituents are allocated
into three themes: Renewable Energy, Clean Technology
& Efficiency and Future Fuels. Click
here to view performance comparison and sector breakdown.
Performance
as of December 31, 2005
| KLD's
DS 400 Index |
|
Month |
4th
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
5/1/90
Inception |
| KLD's
DS 400 Index |
-0.72%
|
2.81%
|
3.00%
|
3.00%
|
13.44%
|
0.51%
|
9.67%
|
492.83%
|
| S&P
500 |
0.03%
|
2.09%
|
4.91%
|
4.91%
|
14.39%
|
0.54%
|
9.09%
|
426.64%
|
|
Source:
Dow Jones & Co and Standard & Poor's
*Annualized Returns
| KLD
BMS Index |
|
Month |
4th
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
1/1/01
Inception |
| KLD
BMS Index |
-0.57%
|
2.88%
|
5.45%
|
5.45%
|
15.89%
|
0.84%
|
N/A
|
4.25%
|
| Russell
3000 |
0.09%
|
2.04%
|
6.12%
|
6.12%
|
15.90%
|
1.58%
|
9.20%
|
8.16%
|
|
Source:
Russell Indexes
*Annualized Returns
| KLD
LCS Index |
|
Month |
4th
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
1/1/01
Inception |
| KLD
LCS Index |
-0.56%
|
3.12%
|
5.49%
|
5.49%
|
15.37%
|
0.19%
|
N/A
|
0.97%
|
| Russell
1000 |
0.14%
|
2.12%
|
6.27%
|
6.27%
|
15.42%
|
1.07%
|
9.29%
|
5.48%
|
|
Source:
Russell Indexes
*Annualized Returns
| KLD
SS Index |
|
Month |
4th
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
6/1/04
Inception |
| KLD
SS Index |
0.20%
|
2.65%
|
3.84%
|
3.84%
|
N/A
|
N/A
|
N/A
|
13.85%
|
| Russell
1000 |
0.14%
|
2.12%
|
6.27%
|
6.27%
|
15.42%
|
1.07%
|
9.29%
|
16.63%
|
|
Source:
Russell
Indexes
and Dow Jones & Co.
*Annualized Returns
| KLD
GC 100 Index |
|
Month |
4th
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
7/1/05
Inception |
| KLD
GC 100 Index1 |
3.19%
|
-1.52%
|
N/A
|
N/A
|
N/A
|
N/A
|
N/A
|
10.32%
|
| *Based
on KLD's analysis, returns of the GC 100 are
not highly correlated with economic sector indexes.
Click
here to view performance comparison and sector
breakdown. |
|
Source:
KLD Research & Analytics, Inc.
and FactSet Research Systems
*Annualized Returns
Sector
Contribution for December
2005
|
KLD's
DS 400 Index Sector Contribution Relative
to S&P 500
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Energy
|
Under-weighted
|
6
|
| Largest
Negative |
Health
Care
|
Over-weighted
|
-31
|
|
|
|
|
|
KLD
BMS Index Sector Contribution Relative to
Russell 3000
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Energy
|
Under-weighted
|
8
|
| Largest
Negative |
Health
Care
|
Over-weighted
|
-21
|
|
|
|
|
|
KLD
LCS Index Sector Contribution Relative to
Russell 1000
|
| |
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Energy
|
Under-weighted
|
9
|
| Largest
Negative |
Health
Care
|
Over-weighted
|
-22
|
|
|
|
|
|
KLD
SS Index Sector Contribution Relative to Russell
1000
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Consumer
Staples
|
Under-weighted
|
19
|
| Largest
Negative |
Information
Technology
|
Over-weighted
|
-22
|
|
Source:
FactSet Research Systems
Company
Contribution for December
2005
|
KLD's
DS 400 Index Company Contribution Relative
to S&P 500
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Merck
& Co. Inc. 4
|
Microsoft
Corp. -11
|
|
JPMorgan
Chase & Co. 4
|
AIG
Inc.* -11
|
|
Apple
Computer Inc. 3
|
Intel
Corp. -8
|
|
|
|
|
KLD
BMS Index Company Contribution Relative to
Russell 3000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Merck
& Co. Inc. 2
|
AIG
Inc.* -6
|
|
JPMorgan
Chase & Co. 2
|
Microsoft
Corp. -6
|
|
Apple
Computer Inc. 1
|
Intel
Corp. -4
|
|
|
|
|
KLD
LCS Index Company Contribution Relative to
Russell 1000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Merck
& Co. Inc. 2
|
AIG
Inc.* -7
|
|
JPMorgan
Chase & Co. 2
|
Microsoft
Corp. -7
|
|
Apple
Computer Inc. 2
|
Intel
Corp. -5
|
|
|
|
|
KLD
SS Index Company Contribution Relative to
Russell 1000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Bristol-Myers
Squibb 21
|
Intel
Corp. -12
|
|
Ecolab
Inc. 12
|
Microsoft
Corp. -11
|
|
General
Mills Inc. 11
|
Johnson
& Johnson -9
|
|
Source:
FactSet Research Systems
* AIG was removed from the KLD BMS Index, KLD LCS Index
and DS 400 Index after the close of the market on 12/15/05.
_________________________
About
KLD Indexes
KLD Indexes, a division of KLD Research & Analytics, constructs
indexes for investors who integrate environmental, social
and governance factors into their investment decisions.
Investors, trustees, and consultants depend on the quality
and integrity of KLD Indexes, which are designed to be
transparent, representative and investable. Today, more
than $10 billion is invested in funds based on KLD's family
of seven indexes, including the
Domini 400 SocialSM
Index, KLD
Select SocialSM Index,
KLD
Global Climate 100SM
Index,
KLD Broad Market SocialSM
Index, KLD Large Cap SocialSM
Index, KLD Catholic Values 400SM
Index and KLD NASDAQ Social Index.
For more information about KLD or its family
of Indexes, please see our website (www.KLDIndexes.com)
or contact Priya Khetarpal by phone (617.426.5270 x218)
or e-mail (pkhetarpal@kld.com).
1 Revised March 6, 2006 to reflect additional information. |
